You should have some sprouts in, oh, about a week. If you've got nothing after 2 weeks you'll have some cause for worry, but I'd give them upwards of 3 weeks to a month before I wrote them off completely.

Yeah, there are a lot of things that can affect how long it takes them to sprout.

Moisture levels can slow sprouting down it they're too low. The soil/medium should be moist but not soppy wet. If you've ever used peat before, then the wetness level of peat after you water it and let it drain is about where you want. I personally use one of those self watering starter trays with the water reservoir at the bottom and the cloth wick to keep the cells moist. That alone has greatly increased my germination rates. Just don't keep it too wet, or the seeds basically drown and rot.

Temperature is also important. Most peppers like the soil temperature (not air, soil) to be in the 80-85 degree range. If its lower than that (70's, room temperature) it won't prevent germination, but it will slow it down. You can speed it up by going warmer than that, but then you start approaching the line between being warmer and being so hot you start risking cooking the seeds.

And sometimes you just plain get plants that refuse to germinate no matter what you do, or that you give up on and put a new seed in and suddenly they both sprout in a week.

Its all kind of zen really, its all about patience and accepting that everything is actually completely out of your control. Guiding the seed to the result you want as opposed to trying to force it. Cycle of life, akuna metata, insert semi-mystical sounding mumbo-jumbo here.